Apple’s iPhone and Nokia mobile devices are undoubtedly one of the most popular smartphones/ cellphones in the world; and transferring its contacts, phonebook and other data shouldn’t be the problem. Apparently, if you don’t have enough tools or what they call it ‘common software’, there’s no straight and easy way out. At least that’s what I thought initially, this question bugged me for almost a week until I found the solution. I think it’s worth sharing with internet via screencast & writing a how-to article for it.
[youtube http://www.youtube.com/watch?v=TAOHUWgRY6g]
Things you need:

• Nokia mobile phone with memory card
• Computer with iTunes.
• iPhone

First On Nokia phone

1. Nokia: Go to contacts/ phonebook
2. Nokia: Select all contacts
3. Nokia: Option> save contacts
4. Nokia: Select destination as memory card
5. Plug in your nokia phone to computer in data transfer mode.
6. Browse through your Nokia memory card and open /Others/ folder
7. Open ‘contacts’ folder placed in memory card/Others/contact
8. Select All contacts and copy-paste them in ‘windows contact’.
9. Windows contacts, (known as windows Address Book in Windows XP) can be found in C:\Users\Logged-in-user\Contacts\ or you can click win logo or press win key and type ‘contacts’ in search slot windows start.
10. Plug in iPhone to the computer.
11. Open iTunes, if it doesn’t pop up automatically.
12. Select iPhone in iTunes and open ‘info’ tab
13. check/ mark/tick ‘sync contacts with ‘windows contacts’ (choose from dropdown menu)
14. press ‘sync’ button.
15. Done.

[iCloud Update] Apple introduced the iCloud feature to automatically sync your iPhone contacts after this tutorial is written. To copy/sync contacts (from step#11) you should disable iCloud sync for the first time you migrate your addressbook. Once the manual transfer is done using above steps, you may continue using iCloud sync afterwards)
PS: In case of newer Nokia phones such as Nokia E5-00, X2-01 menu of contact is bit different. In Contact Menu > Mark All > Create backup > Phone to memory card. I tested this on iPhone 3GS, however it works on any old or new iPad, iPhone 4, iPhone 4S as well as new iPhone 5.